Martin joined UCL and the Centre for Microdata Methods and Practice in 2011 after finishing his PhD at the University of Southern California. He is also a Research Fellow at the Institute for Fiscal Studies and a Turing Fellow at the Alan Turing Institute. He is working on Econometrics, with a special focus on panel data models, social networks, factor models, and high-dimensional inference
We analyze linear panel regression models with interactive fixed effects and predetermined regressors, e.g. lagged-dependent variables…. Continue reading.
Fixed effects estimators of nonlinear panel data models can be severely biased because of the well-known… Continue reading.
In this paper we study the least squares (LS) estimator in a linear panel regression model… Continue reading.
This paper studies a simple dynamic linear panel regression model with interactive fixed effects in which… Continue reading.
We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coefficients discrete-choice demand model, which underlies… Continue reading.
This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which… Continue reading.